Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52251.65 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48098.53 Kr¶

PnL: ---------------------------------------> -833.47 Kr¶

DD now: ---------------------------------> -1.635 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 10:13:16.991921'

Anic Portfolio¶

Today¶

Return: -0.028 %¶

This Week¶

Return: -0.123 %¶

Total portfolio value¶

Return including deposits: 71.058 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 -1.140000 2280.250000 101.250000 4.650000 2179.000005
BHG Group 49 2.760000 712.460000 73.460000 11.500000 638.999984
Embracer Group B 26 0.150000 718.120000 56.120000 8.480000 661.999988
Vitrolife 3 0.250000 726.000000 49.000000 7.240000 677.000001
Xvivo Perfusion 3 0.340000 883.500000 38.500000 4.560000 845.000001
Biotage 4 1.260000 640.800000 37.800000 6.270000 603.000000
Profoto Holding 7 4.290000 613.200000 31.200000 5.360000 581.999999
SynAct Pharma 9 1.500000 671.400000 26.400000 4.090000 645.000003
Addnode Group B 6 1.170000 775.800000 23.800000 3.160000 751.999998
Humana 40 0.580000 696.000000 22.000000 3.260000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.510000 705.600000 5.600000 0.800000 699.999999
Sdiptech B 3 0.000000 825.000000 3.000000 0.360000 822.000000
Gaming Innovation Group 161 0.780000 4186.000000 -2.000000 -0.050000 4187.999942
Volati 5 -0.350000 570.000000 -4.000000 -0.700000 574.000000
Latour B 2 -0.580000 442.400000 -6.600000 -1.470000 449.000000
Fortnox 10 1.790000 660.400000 -7.600000 -1.140000 668.000000
Sampo Oyj SDB 1 0.510000 497.000000 -8.000000 -1.580000 505.000000
NCC B 7 -0.050000 645.050000 -8.950000 -1.370000 653.999997
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.020000 647.250000 -10.750000 -1.630000 657.999999
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
Indutrade 5 0.080000 1300.000000 -20.000000 -1.520000 1320.000000
Nolato B 12 0.100000 627.600000 -20.400000 -3.150000 648.000000
BONESUPPORT HOLDING 10 -0.990000 1202.000000 -22.000000 -1.800000 1224.000000
SCA A 4 -2.320000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -0.360000 556.000000 -37.000000 -6.240000 593.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.130000 551.950000 -59.050000 -9.660000 610.999998
Investor A 16 0.090000 3444.800000 -100.200000 -2.830000 3545.000000
Lundin Gold 7 -1.750000 862.400000 -111.600000 -11.460000 973.999999
Sedana Medical 135 -2.330000 4190.400000 -140.600000 -3.250000 4330.999935
New Wave B 40 -0.470000 3727.600000 -188.400000 -4.810000 3916.000000
Bactiguard Holding B 37 1.270000 2664.000000 -303.000000 -10.210000 2966.999993
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
TOTAL 48098.530000 -833.470000 -1.63534% 48931.999868

Updated:¶

'2023-06-16 10:13:34.435574'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶